Asymptotic representation of the process of the likelihood ratio in the case of a discontinuous density

DOI10.1007/BF02104785MaRDI QIDQ1920703zbMATH OpenFDO

Authors Vyacheslav Evgen'evich Mosyagin

Publication date 13 March 1997

Published in Siberian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

Poisson processesmaximum likelihood estimatorsasymptotic representationdiscontinuous densitylikelihood ratio process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)

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• Asymptotics for the distribution of the time of attaining the maximum for a trajectory of a Poisson process with linear drift and intensity switch
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• An asymptotic representation for the likelihood ratio for multidimensional samples with discontinuous desities
• Estimation of the convergence rate for the distributions of normalized maximum likelihood estimators in the case of a discontinuous density
• On estimation of parameters in the case of discontinuous densities
• Exact asymptotics for the distribution of the time of attaining the maximum for a trajectory of a compound Poisson process with linear drift

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